+89.4%
ASML vs TTMI
+405.8%
-316.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +1.2% |
| 7D | -2.9% | -11.5% | +8.7% | +1.3% |
| 30D | -15.2% | -40.3% | +25.1% | +0.2% |
| 3M | -12.9% | -44.5% | +31.6% | +4.8% |
| 6M | -5.0% | -54.1% | +49.0% | +20.9% |
| YTD | +41.8% | +4.7% | +37.1% | +25.0% |
| 1Y | +46.0% | +3.3% | +42.7% | +27.2% |
| 3Y | +133.5% | +407.2% | -273.8% | -9.3% |
| All | +89.4% | +405.8% | -316.4% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling